Liang Hong, Ph.D.
Assistant Professor of Actuarial Science/Mathematics (Mathematics)
412-397-4024 phone (M)
John Jay 149
- Bachelor of Arts, Economics and Investment Management, Shanghai University of Finance and Economics, 2000
- Ph.D., Mathematics, Purdue University, 2009
- State Farm Actuarial Science Grant, $25,000, funded, Principal Investigator (with G. Knott), June, 2012.
- State Farm Actuarial Science Grant, $25,000, funded, Principal Investigator (with G. Knott), July, 2011.
- Society of Actuaries Institutional Grant, $5,000, funded, Principal Investigator, 2010.
- Bradley University Caterpillar Fellowship, $5,000, funded, Principal Investigator, twice, 2009 and 2011
- Dr. Hong is a Fellow of the Society of Actuaries (SOA), a permanent member of Institute of Mathematical Statistics (IMS) and a permanent member of International Chinese Statistical Association (ICAS).
- Dr. Hong has been involved in the Society of Actuaries' research and education activities since he became an Fellow of SOA in 2011. Besides being active in actuarial research, he is serving on several SOA preliminary and fellow-level exam committees.
Area of Expertise/Research
- Functional Analysis (Ordered Topological Vector Spaces, Riesz Spaces, Positive operators, Convex Analysis)
- Stochastic Analysis (General Theory of Stochastic Processes, Semimartingales, Stochastic Calculus)
- Asymptotic Statistics, Bayesian Statistics
- Mathematical Economics, Mathematical Finance
- Actuarial Science, Insurance and Risk Management
- Recent Publications
Testing for asymmetric information in reinsurance markets (with Zhiqiang Yan), Geneva Paper on Risk and Insurance, (2014), to appear.
Some remarks on capital allocation by percentile layer, European Actuarial Journal, (2013), 3 (2), 439-452.
Contingent means in multi-life models, Scandinavian Actuarial Journal, (with Jyotirmoy Sarkar), (2013), 5, 340-351.
A remark on the alternative expectation formula, The American Statistician, (2012), 66 (4), 232-233.
The information content of the banking regulatory agencies and the depositary credit intermediation institutions, Journal of Economics and Business, (with Ahmed Elshahat and Ali Parhizgar), (2012), 64, 90-104.
A new approach for studying stochastic ordering of risks.
A note on generalized conditional expectations, http://arxiv.org/abs/1402.1155
On order-bounded subsets of locally solid Riesz spaces, http://arxiv.org/abs/1401.6095
On the interpolation property and dominated decomposition property of quasimartingales, http://arxiv.org/abs/1311.6389
On Riesz decomposition property and interpolation property of stopping times, http://arxiv.org/abs/1309.4329
A note on Bayesian convergence rates under local prior support conditions (with Ryan Martin and Stephen G. Walker) http://arxiv.org/abs/1201.3102
On the choice between two delta-hedging strategies for variable annuities
Selecting the right type of asset models using tests for jumps (with Jian Zou)
- 2012 - Dr. Hong has delivered invited talks about his research work at many universities cross North America including Georgia State University, University of Illinois at Chicago, Michigan State University, Temple University, University of Waterloo, and University of Wisconsin-Madison.
Schedule of Courses
Schedule Book for All Active and Available Future Terms, Liang
|ASCI4220-A||02:00-03:15 PM|| T R||M||Hong||1 (01/13-05/03/14)||13 Seats
|MATH2040-F||09:30-10:45 AM|| T R||M||Hong||1 (01/13-05/03/14)||4 Seats
|STAT3150-B||11:00-12:15 PM|| T R||M||Hong||1 (01/13-05/03/14)||0 Seats